-7.5%
PLUG vs PEG
+161.7%
-169.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -6.8% | +1.5% | -8.3% | -7.5% |
| 30D | -16.0% | +5.0% | -21.0% | -18.2% |
| 3M | -38.7% | -0.3% | -38.4% | -38.9% |
| 6M | -61.4% | -2.7% | -58.7% | -61.2% |
| YTD | -31.0% | -5.1% | -25.9% | -30.3% |
| 1Y | -46.2% | -8.3% | -38.0% | -44.7% |
| 3Y | -61.5% | +33.0% | -94.5% | -68.8% |
| 5Y | -96.9% | +41.3% | -138.2% | -97.5% |
| 10Y | -7.5% | +164.5% | -172.0% | -35.1% |
| All | -7.5% | +161.7% | -169.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling